Near Term Weekly Option Straddle Snapshot

| May 31, 2012 | 0 Comments More

Symbol Expiry Strike Straddle Bid Straddle Ask Total Volume Total OI
AAPL Jun 1 580 $8.05 $8.25 34,987 11,924
BAC Jun 1 7 $0.29 $0.31 10,996 24,375
AMZN Jun 1 210 $4.80 $5.00 9,305 3,486
HAL Jun 1 30 $0.81 $0.85 9,236 2,615
GRPN Jun 1 10 $1.00 $1.10 8,930 5,035
JOY Jun 1 55 $1.75 $1.91 8,455 2,664
FB Jun 8 27 $2.20 $2.30 7,993 0
BAC Jun 8 7 $0.44 $0.48 6,494 0
C Jun 1 27 $0.85 $0.88 6,451 13,381
X Jun 1 20 $0.65 $0.67 6,327 2,339

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